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Essent Group LTD ESNT 64.68 -1.08 -1.64%

Previous-day view · Tue Nov 10 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

ESNT / Comparative study

3 signals / 494 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.70
11.23
Mean
24.97
Window
+13.2%
ATM IV z -0.73
0.25
Mean
0.42
Window
+8.4%
IV Percentile z -0.52
32.52
Mean
48.13
Window
+56.3%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.99 0.82
ATM IV 0.99 1.00 0.85
IV Percent... 0.82 0.85 1.00
Source observations

Data inspector

1-50 of 494
  • 1 / 10
Date Close IV Rank ATM IV IV Percentile
2026-11-10 64.68 11.23 0.25 32.52
2026-11-09 65.76 11.55 0.26 34.29
2026-11-06 63.41 15.11 0.31 54.07
2026-11-05 68.6 21.1 0.39 78.46
2026-11-04 69.34 8.59 0.22 21.96
2026-11-03 67.71 16.36 0.33 60.39
2026-11-02 68.24 17.97 0.35 67.72
2026-10-30 67.02 21.34 0.4 78.13
2026-10-29 67.6 14.26 0.3 51.56
2026-10-28 65.63 18.47 0.36 71.48
2026-10-27 66.31 19.96 0.38 74.61
2026-10-26 66.7 26.86 0.48 85.88
2026-10-23 66.8 26 0.46 85.55
2026-10-22 65.7 28.1 0.49 87.89
2026-10-21 64.02 23.06 0.42 82.03
2026-10-20 65.84 20.8 0.39 79.3
2026-10-19 65.06 15.62 0.32 58.98
2026-10-15 63.76 14.2 0.3 54.44
2026-10-14 62.85 16.42 0.33 63.32
2026-10-13 62.04 20.4 0.38 77.61
2026-10-12 61.68 17.44 0.34 68.99
2026-10-09 62.49 13.87 0.29 53.67
2026-10-08 63.59 13.84 0.29 53.28
2026-10-07 61.9 20.63 0.39 78.76
2026-10-06 61.89 12.48 0.27 44.4
2026-10-05 61.09 25.71 0.46 85.66
2026-10-02 60.22 19.42 0.37 76.06
2026-10-01 58.86 12.72 0.28 45.56
2026-09-30 57.91 19.1 0.37 75.68
2026-09-29 63.24 9.05 0.22 28.19
2026-09-28 63.44 12.03 0.27 41.47
2026-09-25 63.73 14.39 0.3 55.6
2026-09-24 64.26 10.2 0.24 33.72
2026-09-23 65.45 7.48 0.2 17.05
2026-09-22 65.7 15.52 0.32 59.69
2026-09-21 66.47 13.17 0.28 51.36
2026-09-18 67.19 8 0.21 21.71
2026-09-17 67.5 7.31 0.2 15.89
2026-09-16 67.82 7.14 0.2 13.57
2026-09-15 68.21 7.29 0.2 15.5
2026-09-14 68.8 7.09 0.2 13.62
2026-09-11 68.18 8.56 0.22 25.97
2026-09-10 68.34 10.64 0.25 36.43
2026-09-09 68.57 7.31 0.2 16.67
2026-09-08 68.44 7.62 0.2 19.38
2026-09-04 69.18 7.17 0.2 16.28
2026-09-03 69.63 7.17 0.2 16.67
2026-09-02 68.97 9.09 0.22 30.23
2026-09-01 68.09 9.59 0.23 31.91
2026-08-31 67.56 7.43 0.2 19.53